INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Twin Win Growth Note October 2023 USD
ISIN: XS2682794669
STRIKE DATE: 25/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007431.46

STRIKE DATE 25/10/2023
RETURN & BARRIERS
Investment Structure: Twin-Win: 100% Participation in the growth or decline of the S&P 500. Kick out barrier of 75% and 125% If barrier is breached 5.30% flat coupon is paid at maturity. 5.30% Guaranteed coupon at maturity if no breach and growth or decline is less than 5.30%. 100% Capital Protected. Capital Risk: Capital protected
P.A. RETURN
ISIN XS2682794669
NEXT POTENTIAL MATURITY DATE 20/10/2025

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 GBP
ISIN: XS2638649058
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 96.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.91% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010471.72
S&P 5004,556.62007431.46
Nikkei 22533,451.830066020.04

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638649058
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 USD
ISIN: XS2638648910
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 98.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 98.01% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010471.72
S&P 5004,556.62007431.46
Nikkei 22533,451.830066020.04

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638648910
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Nov 2023 EUR
ISIN: XS2638650221
STRIKE DATE: 22/11/2023
INDICATIVE PRICE: 97.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.77% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,469.510010471.72
S&P 5004,556.62007431.46
Nikkei 22533,451.830066020.04

STRIKE DATE 22/11/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2638650221
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Soc Gen Energy Enhanced 60-50 Memory Income Oct 2023 USD
ISIN: XS2659704782
STRIKE DATE: 20/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
First Solar Inc150.7700267.31
Vestas Wind System A/S144.5600166.1
Total SA62.5776.38
Bloom Energy Corporation11.3100260.22

STRIKE DATE 20/10/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock Out Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Reducing Knock Out Trigger: 100% of initial level reducing 2.50% per quarter (capped at 70%) Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2659704782
NEXT POTENTIAL MATURITY DATE 22/07/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Nov 2023 GBP
ISIN: XS2641299073
STRIKE DATE: 16/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,058.41608804.037
Eurostoxx 504,302.45006187.63
Nikkei 22533,424.410066020.04
S&P 5004,508.24007431.46

STRIKE DATE 16/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.65% Semi-Annually (11.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.30%
ISIN XS2641299073
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Nov 2023 USD
ISIN: XS2641299230
STRIKE DATE: 16/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,058.41608804.037
Eurostoxx 504,302.45006187.63
Nikkei 22533,424.410066020.04
S&P 5004,508.24007431.46

STRIKE DATE 16/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS2641299230
NEXT POTENTIAL MATURITY DATE 18/11/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Nov 2023 GBP
ISIN: XS2641298349
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,040.75508804.037
Eurostoxx 504,372.10006187.63
Nikkei 22533,625.530066020.04
S&P 5004,559.34007431.46

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.375% Quarterly (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 9.50% p.a.
ISIN XS2641298349
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall Nov 2023 USD
ISIN: XS2641298422
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,040.75508804.037
Eurostoxx 504,372.10006187.63
Nikkei 22533,625.530066020.04
S&P 5004,559.34007431.46

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.80% Quarterly (11.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.20% p.a.
ISIN XS2641298422
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2023 GBP
ISIN: XS2641298182
STRIKE DATE: 15/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,105.90108804.037
Eurostoxx 504,315.53006187.63
Nikkei 22533,519.700066020.04
S&P 5004,502.88007431.46

STRIKE DATE 15/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.65% Semi-Annual (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30%
ISIN XS2641298182
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Nov 2023 USD
ISIN: XS2641298265
STRIKE DATE: 15/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,105.90108804.037
Eurostoxx 504,315.53006187.63
Nikkei 22533,519.700066020.04
S&P 5004,502.88007431.46

STRIKE DATE 15/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.20% Semi-Annual (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2641298265
NEXT POTENTIAL MATURITY DATE 15/11/2024

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE LOW HURDLE MEMORY KNOCK-OUT AUTOCALL NOV 2023 USD
ISIN: XS2699512732
STRIKE DATE: 17/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA8.284020.09
Morgan Stanley80.2800214.04
Commerzbank AG11.185036.83
UniCredit SpA25.035073.3

STRIKE DATE 17/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 20% p.a.
ISIN XS2699512732
NEXT POTENTIAL MATURITY DATE 17/05/2024

EXPAND CLOSE
BBVA 65-60 Memory Income Autocall Oct 2023 USD
ISIN: XS2608953977
STRIKE DATE: 12/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,090.97608804.037
Eurostoxx 504,198.23006187.63
Nikkei 22532,494.660066020.04
Nasdaq 10015,184.100029635.95

STRIKE DATE 12/10/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.11% Quarterly (6.22% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.22% p.a.
ISIN XS2608953977
NEXT POTENTIAL MATURITY DATE 14/10/2024

EXPAND CLOSE
Morgan Stanley 70-60 Memory Income Autocall OCT 2023 GBP
ISIN: XS2682578534
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36006187.63
Nikkei 22530,991.690066020.04
S&P 5004,117.37007431.46

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.44% Semi-Annual (6.88% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.88% p.a.
ISIN XS2682578534
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
Morgan Stanley 70-60 Memory Income Autocall OCT 2023 USD
ISIN: XS2682578617
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,014.36006187.63
Nikkei 22530,991.690066020.04
S&P 5004,117.37007431.46

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.51% Semi-Annual (7.02% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.02% p.a.
ISIN XS2682578617
NEXT POTENTIAL MATURITY DATE 28/10/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Nov 2023 GBP
ISIN: XS2705603699
STRIKE DATE: 07/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,977.07308804.037
Eurostoxx 504,153.37006187.63
Nikkei 22532,271.820066020.04

STRIKE DATE 07/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.575% Semi-Annually (11.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.15% p.a.
ISIN XS2705603699
NEXT POTENTIAL MATURITY DATE 07/11/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Nov 2023 USD
ISIN: XS2705603426
STRIKE DATE: 07/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,977.07308804.037
Eurostoxx 504,153.37006187.63
Nikkei 22532,271.820066020.04

STRIKE DATE 07/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2705603426
NEXT POTENTIAL MATURITY DATE 07/11/2024

EXPAND CLOSE
BNP Capital Protected Multi-Asset Accelerator Oct 2023
ISIN: ZAE000327813
STRIKE DATE: 05/10/2023
INDICATIVE PRICE: 194.75%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 194.75% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index322.7624370.9883

STRIKE DATE 05/10/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: USD = 961.84% in the Underlying Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000327813
NEXT POTENTIAL MATURITY DATE 05/10/2028

EXPAND CLOSE
BBVA Global Banks Defensive Autocall Oct 2023 GBP
ISIN: XS2608952227
STRIKE DATE: 05/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ING Groep NV12.526025.96
Barclays152.5200472.85
Bank of America26.060056.02

STRIKE DATE 05/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 85% of initial level Coupon Rate: Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16% p.a.
ISIN XS2608952227
NEXT POTENTIAL MATURITY DATE 07/10/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Sep 2023 USD
ISIN: DE000HC90PS7
STRIKE DATE: 29/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,608.080010471.72
S&P 5004,288.05007431.46
Nikkei 22531,857.620066020.04
Eurostoxx 504,174.66006187.63

STRIKE DATE 29/09/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.96% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84%
ISIN DE000HC90PS7
NEXT POTENTIAL MATURITY DATE 30/09/2024

EXPAND CLOSE